From the 8130 User Guide:
About attachmentsAlso, from 8100 user's guide, but should hold true for all v4.2 and later OS models
You can view several file attachment types on your BlackBerry® device, including .zip, .htm, .html, .doc, .dot, .ppt, .pdf, .wpd, .txt, .vcf, and .xls files. You can also view .bmp, .gif, .jpg, .png, .tif, and .wmf files, and play .wav files.
Play a videoNote that there is no Digital Rights Management available on the BlackBerry, so protected media can not be played. Also, the BlackBerry seems to be very picky about the format of the file, and it seems that if the format varies from the standard it may not play.
Play video files, such as .avi, .mov, .mp4, or .3gp files, from the BlackBerry® device memory or a media card.
Play audio files, such as .aac, .amr, .m4a, .midi, .mp3, or .wav files, from the BlackBerry® device memory or a media card. You can use other applications on your device when playing music.
If a file format is listed as being viewable as an attachment, but not as a media format, it can't be viewed with Media Player's "Explore" function (in 4.2 anyway).
If a file format is listed as being playable, but can not be viewed as an attachment, save it to the appropriate directory on your SD card and "view" it with Media Player.